He threatens my fiance...

So I was friends with this guy from uni...he wanted more from me but I always kept him at a distance, not because I wasn't attracted to him but because I knew he had a shady history (ie he beat up his brother-in-law and put him in hospital for two weeks for disrespecting his sister, and was convicted of brutal assault.) He has been pursuing me for 4 years since we first met, but I never treated him with anything more than friendliness. Towards the end of our friendship he began to get angry and possessive of me though we weren't together (ie getting jealous when I would see other friends, waiting outside my classrooms to check on me etc). Finally I had enough and pushed him out of my life. A year later, I am engaged to an amazing guy who I know will eventually make me happy. Problem is, this ex-friend sends my fiance threatening messages through alias facebook accounts, telling him "back off the girl" and "don't think you can come out of nowhere and take or do what you want" and "not to provoke him if he knows what's good for him" etc. He also knows where my fiance works and has called him at work saying he will "break his neck" if he doesn't leave me. My fiance also another job and has seen this guy hanging out nearby watching him. I don't want my fiance to get hurt by this guy, but at the same time I wonder why ex-friend is risking so much to get me even though I no longer have contact with him. Is it just that ex-friend is hurting because I never gave him a chance? Could it be something more? Has anybody been in a similar situation and if so what do you advise I do? I want to be happy with my fiance, but I keep thinking of this other guy and his motives, and even whether I should have given him a chance? This situation drives me crazy everyday :(